In most cases, it is best to let nature take its course. Don't interfere.

If the bird is fully feathered, chances are it doesn't need your help. Each spring, baby birds leave the nest and have to learn to be adults. Their parents are nearby. They're best equipped to take care of the babies. You can help fledglings by keeping your dogs and cats in the house.

If the bird is unfeathered, try to return it to the nest. 

If that's not possible, put the baby in a shoe box and cover it. 
Get the bird to a licensed wildlife rehabilitator. 

Do not attempt to take care of it yourself. 
After all, do you know what kind of bird it is? 
Do you know what to feed it?

No matter what the "first aid for baby birds" books at the library say, you will kill baby birds if you offer them a diet of human baby foods, hamburger meat, tuna, bird seed, milk, hard boiled eggs, bread or water.